-12.1%
DASH vs ICE
+17.9%
-30.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | +3.6% | -8.2% | -6.3% |
| 30D | -6.8% | +15.1% | -21.9% | -13.0% |
| 3M | -20.7% | +15.4% | -36.1% | -26.0% |
| 6M | +15.1% | +16.1% | -1.1% | +8.0% |
| YTD | -24.3% | +11.4% | -35.6% | -27.2% |
| 1Y | -12.1% | +18.5% | -30.6% | -15.6% |
| All | -12.1% | +17.9% | -30.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling